Wednesday, December 14, 2005

System B continues to act like a mirror image of last week's action. Virtually every one of our positions were down today, with the metals leading the charge. Wheat and the equity indexes were the only markets that moved in our favor. The reaction in the precious metals seems to be pretty well done at this point, and maybe we'll see a counter-reaction over the next few days.

TNR continues to underperform as well. We had 5 trades today in ES as a reversion day, and although we had 3 winners, we finished the day down $110 net. Tomorrow is neutral for both ES and NQ.

Our Positions:

Contract ctrcts Open P/L days on
Contract ctrcts Open P/L days on





@US.P 0 $0 0 @NG.P 0 $0 0
@TY.P 0 $0 0
@KC.P 0 $0 0
@FV.P 0 $0 0
@SB.P 3 $9,712 56
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P -1 $5,413 55
@GC.P 3 $16,120 67
@CD.P 2 $620 7
@SI.P 1 $1,570 18
@C.P -4 $6,300 85
@HG.P 2 $33,375 135
@W.P -3 $1,338 32
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 2 $2,175 17
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 2 -$140 2











Total Open Trades
$76,482




Total Closed Trades $7,580




Total

$84,062



Good evening and good luck!

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